If you want to to start when a user logs in the this file goes in ~/Library/LaunchAgents. If when the machine boots then /Library/LaunchDaemons (which can't have access to the GUI) but this will run as root unless you add a UserName key. (Thanks to @Gordon Davisson for the correction and a reread of Apple definitions)

For ease of setting the .plist up you can use Lingon.app available from the Mac AppStore